CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 16-Nov-2022

Day Change Summary
	Previous	Current
	15-Nov-2022	16-Nov-2022	Change	Change %	Previous Week
Open	0.7514	0.7534	0.0020	0.3%	0.7395
High	0.7563	0.7561	-0.0002	0.0%	0.7557
Low	0.7500	0.7494	-0.0006	-0.1%	0.7370
Close	0.7530	0.7504	-0.0027	-0.4%	0.7551
Range	0.0063	0.0068	0.0005	7.1%	0.0187
ATR	0.0080	0.0079	-0.0001	-1.1%	0.0000
Volume	102,250	75,391	-26,859	-26.3%	427,191

Daily Pivots for day following 16-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7722	0.7680	0.7541
R3	0.7654	0.7613	0.7522
R2	0.7587	0.7587	0.7516
R1	0.7545	0.7545	0.7510	0.7532
PP	0.7519	0.7519	0.7519	0.7513
S1	0.7478	0.7478	0.7497	0.7465
S2	0.7452	0.7452	0.7491
S3	0.7384	0.7410	0.7485
S4	0.7317	0.7343	0.7466

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.7989	0.7654
R3	0.7867	0.7802	0.7602
R2	0.7680	0.7680	0.7585
R1	0.7615	0.7615	0.7568	0.7648
PP	0.7493	0.7493	0.7493	0.7509
S1	0.7428	0.7428	0.7534	0.7461
S2	0.7306	0.7306	0.7517
S3	0.7119	0.7241	0.7500
S4	0.6932	0.7054	0.7448

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7563	0.7370	0.0193	2.6%	0.0078	1.0%	69%	False	False	90,440
10	0.7563	0.7244	0.0319	4.3%	0.0081	1.1%	82%	False	False	90,106
20	0.7563	0.7218	0.0345	4.6%	0.0081	1.1%	83%	False	False	93,875
40	0.7563	0.7156	0.0407	5.4%	0.0084	1.1%	85%	False	False	101,464
60	0.7750	0.7156	0.0594	7.9%	0.0075	1.0%	59%	False	False	79,135
80	0.7853	0.7156	0.0697	9.3%	0.0067	0.9%	50%	False	False	59,530
100	0.7853	0.7156	0.0697	9.3%	0.0065	0.9%	50%	False	False	47,679
120	0.7975	0.7156	0.0819	10.9%	0.0062	0.8%	42%	False	False	39,793

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7848
2.618	0.7738
1.618	0.7670
1.000	0.7629
0.618	0.7603
HIGH	0.7561
0.618	0.7535
0.500	0.7527
0.382	0.7519
LOW	0.7494
0.618	0.7452
1.000	0.7426
1.618	0.7384
2.618	0.7317
4.250	0.7207

Fisher Pivots for day following 16-Nov-2022
Pivot	1 day	3 day
R1	0.7527	0.7528
PP	0.7519	0.7520
S1	0.7511	0.7512

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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